+74.8%
TXN vs TOST
-46.7%
+121.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.3% | +6.6% |
| 7D | -2.1% | +4.0% | -6.1% | -2.7% |
| 30D | +4.7% | +11.1% | -6.3% | +2.8% |
| 3M | +3.9% | +0.8% | +3.0% | +3.3% |
| 6M | +3.8% | +38.8% | -35.0% | -2.8% |
| YTD | +74.2% | -2.1% | +76.3% | +71.8% |
| 1Y | +88.2% | -6.0% | +94.2% | +87.0% |
| 3Y | +124.0% | +149.8% | -25.8% | +83.6% |
| 5Y | +78.4% | -42.8% | +121.1% | +57.1% |
| All | +74.8% | -46.7% | +121.5% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling